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01/17/2023
On the Statistical Consistency of a Generalized Cepstral Estimator
We consider the problem to estimate the generalized cepstral coefficient...
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11/23/2022
Hidden Factor estimation in Dynamic Generalized Factor Analysis Models
This paper deals with the estimation of the hidden factor in Dynamic Gen...
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08/25/2022
Mean-square consistency of the f-truncated M^2-periodogram
The paper deals with the problem of estimating the M^2 (i.e. multivariat...
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07/08/2021
A Robust Approach to ARMA Factor Modeling
This paper deals with the dynamic factor analysis problem for an ARMA pr...
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04/29/2020
Autoregressive Identification of Kronecker Graphical Models
We address the problem to estimate a Kronecker graphical model correspon...
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07/08/2019
Empirical Bayesian Learning in AR Graphical Models
We address the problem of learning graphical models which correspond to ...
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09/13/2018
Derivative-free online learning of inverse dynamics models
This paper discusses online algorithms for inverse dynamics modelling in...
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03/17/2016
Online semi-parametric learning for inverse dynamics modeling
This paper presents a semi-parametric algorithm for online learning of a...
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03/25/2015